But he is looking for a new challenge and could follow France team-mate Thierry Henry to the States.

Anelka’s brother and agent Claude said: “Nicolas told me he is interested in playing in the United States.

“We could see him crossing the Atlantic, and I’m serious when I say this. He asked himself what he will do once his current contract runs out.

“The US is quite something, and a dream destination. He says he will give it a try, even though he would earn less money than in somewhere like Qatar.”

Anelka joined Chelsea from Bolton in January 2008 and has scored 34 goals in 97 games for the Blues. But he came under fire in his home country last night after reportedly refusing to give up his World Cup bonus.

The France squad was promised around £100,000 per man for qualifying for this summer’s finals in South Africa.

But the players were then asked to sign an agreement waiving the payment by the French FA in the wake of their embarrassing World Cup exit.

Now, French Football Federation sources have revealed that Anelka – together with Henry – has refused to waive his bonus.

The source said: “The cases of Anelka and Henry are a bit unusual. We are not discussing them in particular detail.

“But if there is a glimmer of hope, it comes from Henry’s side. I would be astonished if Anelka were to give up his bonus.”

The striker received an 18-match ban, effectively ending his international career, after he insulted then coach Raymond Domenech during a 2-0 defeat by Mexico.

French midfielder Gael Kakuta yesterday signed a new four-and-a-half-year deal with Chelsea.